+35.5%
CVE vs CBOE
+1,256.0%
-1,220.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -16.1% | +5.3% | -21.4% | -17.3% |
| 30D | -10.4% | +25.5% | -35.8% | -15.7% |
| 3M | -2.4% | +22.5% | -24.9% | -7.9% |
| 6M | -4.4% | +2.6% | -7.0% | -6.3% |
| YTD | +64.9% | +41.8% | +23.2% | +47.3% |
| 1Y | +66.0% | +40.9% | +25.2% | +48.5% |
| 3Y | +57.7% | +108.7% | -51.1% | +22.0% |
| 5Y | +144.7% | +181.4% | -36.7% | +68.9% |
| 10Y | +139.2% | +531.6% | -392.3% | +32.5% |
| All | +35.5% | +1,256.0% | -1,220.5% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling